@quantform/core 0.4.11 → 0.5.15

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (490) hide show
  1. package/dist/adapter/adapter-aggregate.d.ts +7 -3
  2. package/dist/adapter/adapter-aggregate.js +17 -18
  3. package/dist/adapter/adapter-aggregate.js.map +1 -1
  4. package/dist/adapter/adapter.d.ts +21 -21
  5. package/dist/adapter/adapter.js +8 -40
  6. package/dist/adapter/adapter.js.map +1 -1
  7. package/dist/adapter/backtester/backtester-adapter.d.ts +9 -7
  8. package/dist/adapter/backtester/backtester-adapter.js +15 -13
  9. package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
  10. package/dist/{tests → adapter/backtester}/backtester-adapter.spec.d.ts +0 -0
  11. package/dist/adapter/backtester/backtester-adapter.spec.js +82 -0
  12. package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -0
  13. package/dist/adapter/backtester/backtester-cursor.d.ts +3 -4
  14. package/dist/adapter/backtester/backtester-cursor.js +2 -1
  15. package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
  16. package/dist/adapter/backtester/backtester-cursor.spec.js +17 -18
  17. package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
  18. package/dist/adapter/backtester/backtester-streamer.d.ts +4 -1
  19. package/dist/adapter/backtester/backtester-streamer.js +39 -18
  20. package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
  21. package/dist/adapter/backtester/backtester-streamer.spec.js +13 -13
  22. package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
  23. package/dist/adapter/backtester/index.js +5 -1
  24. package/dist/adapter/backtester/index.js.map +1 -1
  25. package/dist/adapter/error.d.ts +2 -0
  26. package/dist/adapter/error.js +12 -0
  27. package/dist/adapter/error.js.map +1 -0
  28. package/dist/adapter/index.js +5 -1
  29. package/dist/adapter/index.js.map +1 -1
  30. package/dist/adapter/paper/engine/paper-engine.d.ts +11 -0
  31. package/dist/adapter/paper/engine/paper-engine.js +103 -0
  32. package/dist/adapter/paper/engine/paper-engine.js.map +1 -0
  33. package/dist/adapter/paper/{simulator/paper-spot-simulator.spec.d.ts → engine/paper-engine.spec.d.ts} +0 -0
  34. package/dist/adapter/paper/engine/paper-engine.spec.js +54 -0
  35. package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -0
  36. package/dist/adapter/paper/index.d.ts +1 -2
  37. package/dist/adapter/paper/index.js +6 -3
  38. package/dist/adapter/paper/index.js.map +1 -1
  39. package/dist/adapter/paper/paper-adapter.d.ts +7 -7
  40. package/dist/adapter/paper/paper-adapter.js +21 -19
  41. package/dist/adapter/paper/paper-adapter.js.map +1 -1
  42. package/dist/adapter/paper/paper-adapter.spec.js +35 -15
  43. package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
  44. package/dist/bootstrap.js +32 -15
  45. package/dist/bootstrap.js.map +1 -1
  46. package/dist/cli/build.d.ts +1 -0
  47. package/dist/cli/build.js +16 -0
  48. package/dist/cli/build.js.map +1 -0
  49. package/dist/cli/dev.d.ts +1 -0
  50. package/dist/cli/dev.js +17 -0
  51. package/dist/cli/dev.js.map +1 -0
  52. package/dist/cli/index.d.ts +2 -0
  53. package/dist/cli/index.js +72 -0
  54. package/dist/cli/index.js.map +1 -0
  55. package/dist/cli/internal/workspace.d.ts +8 -0
  56. package/dist/cli/internal/workspace.js +14 -0
  57. package/dist/cli/internal/workspace.js.map +1 -0
  58. package/dist/cli/pull.d.ts +1 -0
  59. package/dist/cli/pull.js +52 -0
  60. package/dist/cli/pull.js.map +1 -0
  61. package/dist/cli/run.d.ts +1 -0
  62. package/dist/cli/run.js +19 -0
  63. package/dist/cli/run.js.map +1 -0
  64. package/dist/cli/test.d.ts +1 -0
  65. package/dist/cli/test.js +41 -0
  66. package/dist/cli/test.js.map +1 -0
  67. package/dist/domain/asset.d.ts +6 -5
  68. package/dist/domain/asset.js +22 -16
  69. package/dist/domain/asset.js.map +1 -1
  70. package/dist/domain/asset.spec.js +32 -32
  71. package/dist/domain/asset.spec.js.map +1 -1
  72. package/dist/domain/balance.d.ts +11 -10
  73. package/dist/domain/balance.js +38 -32
  74. package/dist/domain/balance.js.map +1 -1
  75. package/dist/domain/balance.operator.d.ts +6 -0
  76. package/dist/domain/balance.operator.js +10 -0
  77. package/dist/domain/balance.operator.js.map +1 -0
  78. package/dist/{ipc.spec.d.ts → domain/balance.operator.spec.d.ts} +0 -0
  79. package/dist/domain/balance.operator.spec.js +23 -0
  80. package/dist/domain/balance.operator.spec.js.map +1 -0
  81. package/dist/domain/balance.spec.js +69 -9
  82. package/dist/domain/balance.spec.js.map +1 -1
  83. package/dist/domain/candle.d.ts +2 -15
  84. package/dist/domain/candle.js +3 -66
  85. package/dist/domain/candle.js.map +1 -1
  86. package/dist/domain/candle.operator.d.ts +9 -0
  87. package/dist/domain/candle.operator.js +64 -0
  88. package/dist/domain/candle.operator.js.map +1 -0
  89. package/dist/{shared/policy.spec.d.ts → domain/candle.operator.spec.d.ts} +0 -0
  90. package/dist/domain/candle.operator.spec.js +111 -0
  91. package/dist/domain/candle.operator.spec.js.map +1 -0
  92. package/dist/domain/candle.spec.js +11 -53
  93. package/dist/domain/candle.spec.js.map +1 -1
  94. package/dist/domain/commission.d.ts +4 -1
  95. package/dist/domain/commission.js +2 -2
  96. package/dist/domain/commission.js.map +1 -1
  97. package/dist/{shared/topic.spec.d.ts → domain/commission.spec.d.ts} +0 -0
  98. package/dist/domain/commission.spec.js +30 -0
  99. package/dist/domain/commission.spec.js.map +1 -0
  100. package/dist/domain/component.d.ts +2 -0
  101. package/dist/domain/error.d.ts +5 -0
  102. package/dist/domain/error.js +24 -0
  103. package/dist/domain/error.js.map +1 -0
  104. package/dist/domain/index.d.ts +8 -1
  105. package/dist/domain/index.js +13 -2
  106. package/dist/domain/index.js.map +1 -1
  107. package/dist/domain/instrument.d.ts +4 -2
  108. package/dist/domain/instrument.js +18 -9
  109. package/dist/domain/instrument.js.map +1 -1
  110. package/dist/domain/instrument.operator.d.ts +6 -0
  111. package/dist/domain/instrument.operator.js +14 -0
  112. package/dist/domain/instrument.operator.js.map +1 -0
  113. package/dist/{shared/worker.spec.d.ts → domain/instrument.operator.spec.d.ts} +0 -0
  114. package/dist/domain/instrument.operator.spec.js +24 -0
  115. package/dist/domain/instrument.operator.spec.js.map +1 -0
  116. package/dist/domain/instrument.spec.js +22 -30
  117. package/dist/domain/instrument.spec.js.map +1 -1
  118. package/dist/domain/order.d.ts +15 -16
  119. package/dist/domain/order.js +39 -26
  120. package/dist/domain/order.js.map +1 -1
  121. package/dist/domain/order.operator.d.ts +7 -0
  122. package/dist/domain/order.operator.js +14 -0
  123. package/dist/domain/order.operator.js.map +1 -0
  124. package/dist/{store/event/store-balance.event.spec.d.ts → domain/order.operator.spec.d.ts} +0 -0
  125. package/dist/domain/order.operator.spec.js +64 -0
  126. package/dist/domain/order.operator.spec.js.map +1 -0
  127. package/dist/{store/event/store-candle.event.spec.d.ts → domain/order.spec.d.ts} +0 -0
  128. package/dist/domain/order.spec.js +33 -0
  129. package/dist/domain/order.spec.js.map +1 -0
  130. package/dist/domain/orderbook.d.ts +2 -0
  131. package/dist/domain/orderbook.js +2 -0
  132. package/dist/domain/orderbook.js.map +1 -1
  133. package/dist/domain/orderbook.operator.d.ts +6 -0
  134. package/dist/domain/orderbook.operator.js +10 -0
  135. package/dist/domain/orderbook.operator.js.map +1 -0
  136. package/dist/{store/event/store-instrument.event.spec.d.ts → domain/orderbook.operator.spec.d.ts} +0 -0
  137. package/dist/domain/orderbook.operator.spec.js +22 -0
  138. package/dist/domain/orderbook.operator.spec.js.map +1 -0
  139. package/dist/{store/event/store-order.event.spec.d.ts → domain/orderbook.spec.d.ts} +0 -0
  140. package/dist/domain/orderbook.spec.js +13 -0
  141. package/dist/domain/orderbook.spec.js.map +1 -0
  142. package/dist/domain/position.d.ts +6 -10
  143. package/dist/domain/position.js +10 -31
  144. package/dist/domain/position.js.map +1 -1
  145. package/dist/domain/position.operator.d.ts +10 -0
  146. package/dist/domain/position.operator.js +38 -0
  147. package/dist/domain/position.operator.js.map +1 -0
  148. package/dist/{store/event/store-trade.event.spec.d.ts → domain/position.operator.spec.d.ts} +0 -0
  149. package/dist/domain/position.operator.spec.js +48 -0
  150. package/dist/domain/position.operator.spec.js.map +1 -0
  151. package/dist/domain/position.spec.js +21 -17
  152. package/dist/domain/position.spec.js.map +1 -1
  153. package/dist/domain/session.d.ts +18 -35
  154. package/dist/domain/session.js +27 -53
  155. package/dist/domain/session.js.map +1 -1
  156. package/dist/domain/session.spec.js +1 -1
  157. package/dist/domain/session.spec.js.map +1 -1
  158. package/dist/domain/trade.d.ts +3 -1
  159. package/dist/domain/trade.js +2 -0
  160. package/dist/domain/trade.js.map +1 -1
  161. package/dist/domain/trade.operator.d.ts +6 -0
  162. package/dist/domain/trade.operator.js +10 -0
  163. package/dist/domain/trade.operator.js.map +1 -0
  164. package/dist/domain/trade.operator.spec.d.ts +1 -0
  165. package/dist/domain/trade.operator.spec.js +24 -0
  166. package/dist/domain/trade.operator.spec.js.map +1 -0
  167. package/dist/domain/trade.spec.d.ts +1 -0
  168. package/dist/domain/trade.spec.js +13 -0
  169. package/dist/domain/trade.spec.js.map +1 -0
  170. package/dist/index.d.ts +0 -1
  171. package/dist/index.js +5 -2
  172. package/dist/index.js.map +1 -1
  173. package/dist/indicator/atr.js.map +1 -1
  174. package/dist/indicator/cross.spec.js +2 -2
  175. package/dist/indicator/cross.spec.js.map +1 -1
  176. package/dist/indicator/donchian.js.map +1 -1
  177. package/dist/indicator/ema.js.map +1 -1
  178. package/dist/indicator/ema.spec.js +1 -1
  179. package/dist/indicator/ema.spec.js.map +1 -1
  180. package/dist/indicator/envelope.js.map +1 -1
  181. package/dist/indicator/index.js +5 -1
  182. package/dist/indicator/index.js.map +1 -1
  183. package/dist/indicator/macd.js.map +1 -1
  184. package/dist/indicator/min-max.js.map +1 -1
  185. package/dist/indicator/rma.js.map +1 -1
  186. package/dist/indicator/sma.js.map +1 -1
  187. package/dist/indicator/sma.spec.js +1 -1
  188. package/dist/indicator/sma.spec.js.map +1 -1
  189. package/dist/indicator/swma.js.map +1 -1
  190. package/dist/indicator/tma.js.map +1 -1
  191. package/dist/indicator/tma.spec.js +1 -1
  192. package/dist/indicator/tma.spec.js.map +1 -1
  193. package/dist/indicator/trailing.spec.js +2 -2
  194. package/dist/indicator/trailing.spec.js.map +1 -1
  195. package/dist/indicator/truerange.js.map +1 -1
  196. package/dist/indicator/truerange.spec.js +1 -1
  197. package/dist/indicator/truerange.spec.js.map +1 -1
  198. package/dist/indicator/window.js.map +1 -1
  199. package/dist/indicator/wma.js.map +1 -1
  200. package/dist/indicator/wma.spec.js +1 -1
  201. package/dist/indicator/wma.spec.js.map +1 -1
  202. package/dist/shared/collections.d.ts +10 -0
  203. package/dist/shared/collections.js +33 -0
  204. package/dist/shared/collections.js.map +1 -0
  205. package/dist/shared/datetime.d.ts +0 -1
  206. package/dist/shared/datetime.js +1 -12
  207. package/dist/shared/datetime.js.map +1 -1
  208. package/dist/shared/decimals.d.ts +1 -1
  209. package/dist/shared/decimals.js +4 -5
  210. package/dist/shared/decimals.js.map +1 -1
  211. package/dist/shared/decimals.spec.js +2 -1
  212. package/dist/shared/decimals.spec.js.map +1 -1
  213. package/dist/shared/index.d.ts +1 -3
  214. package/dist/shared/index.js +6 -4
  215. package/dist/shared/index.js.map +1 -1
  216. package/dist/shared/io.js.map +1 -1
  217. package/dist/shared/policy.d.ts +0 -1
  218. package/dist/shared/policy.js +1 -11
  219. package/dist/shared/policy.js.map +1 -1
  220. package/dist/storage/cache.d.ts +9 -0
  221. package/dist/storage/cache.js +32 -0
  222. package/dist/storage/cache.js.map +1 -0
  223. package/dist/storage/cache.spec.d.ts +1 -0
  224. package/dist/storage/cache.spec.js +18 -0
  225. package/dist/storage/cache.spec.js.map +1 -0
  226. package/dist/storage/feed.d.ts +3 -4
  227. package/dist/storage/feed.js +16 -6
  228. package/dist/storage/feed.js.map +1 -1
  229. package/dist/storage/index.d.ts +1 -0
  230. package/dist/storage/index.js +6 -1
  231. package/dist/storage/index.js.map +1 -1
  232. package/dist/storage/storage.d.ts +2 -0
  233. package/dist/storage/storage.js +6 -1
  234. package/dist/storage/storage.js.map +1 -1
  235. package/dist/store/index.d.ts +8 -2
  236. package/dist/store/index.js +13 -3
  237. package/dist/store/index.js.map +1 -1
  238. package/dist/store/store-balance.event.d.ts +33 -0
  239. package/dist/store/store-balance.event.js +90 -0
  240. package/dist/store/store-balance.event.js.map +1 -0
  241. package/dist/store/store-balance.event.spec.d.ts +1 -0
  242. package/dist/store/{event/store-balance.event.spec.js → store-balance.event.spec.js} +8 -8
  243. package/dist/store/store-balance.event.spec.js.map +1 -0
  244. package/dist/store/{event/store-instrument.event.d.ts → store-instrument.event.d.ts} +5 -8
  245. package/dist/store/store-instrument.event.js +52 -0
  246. package/dist/store/store-instrument.event.js.map +1 -0
  247. package/dist/store/store-instrument.event.spec.d.ts +1 -0
  248. package/dist/store/store-instrument.event.spec.js +22 -0
  249. package/dist/store/store-instrument.event.spec.js.map +1 -0
  250. package/dist/store/store-order.event.d.ts +59 -0
  251. package/dist/store/store-order.event.js +181 -0
  252. package/dist/store/store-order.event.js.map +1 -0
  253. package/dist/store/store-order.event.spec.d.ts +1 -0
  254. package/dist/store/{event/store-order.event.spec.js → store-order.event.spec.js} +8 -8
  255. package/dist/store/store-order.event.spec.js.map +1 -0
  256. package/dist/store/{event/store-orderbook.event.d.ts → store-orderbook.event.d.ts} +4 -5
  257. package/dist/store/store-orderbook.event.js +42 -0
  258. package/dist/store/store-orderbook.event.js.map +1 -0
  259. package/dist/store/{event/store-position.event.d.ts → store-position.event.d.ts} +5 -7
  260. package/dist/store/store-position.event.js +77 -0
  261. package/dist/store/store-position.event.js.map +1 -0
  262. package/dist/store/store-state.d.ts +27 -0
  263. package/dist/store/store-state.js +29 -0
  264. package/dist/store/store-state.js.map +1 -0
  265. package/dist/store/{event/store-trade.event.d.ts → store-trade.event.d.ts} +4 -5
  266. package/dist/store/store-trade.event.js +25 -0
  267. package/dist/store/store-trade.event.js.map +1 -0
  268. package/dist/store/store-trade.event.spec.d.ts +1 -0
  269. package/dist/store/{event/store-trade.event.spec.js → store-trade.event.spec.js} +14 -14
  270. package/dist/store/store-trade.event.spec.js.map +1 -0
  271. package/dist/store/store.d.ts +4 -25
  272. package/dist/store/store.event.d.ts +6 -0
  273. package/dist/store/{event/store.event.js → store.event.js} +0 -0
  274. package/dist/store/store.event.js.map +1 -0
  275. package/dist/store/store.js +7 -195
  276. package/dist/store/store.js.map +1 -1
  277. package/dist/store/store.spec.d.ts +1 -0
  278. package/dist/store/store.spec.js +119 -0
  279. package/dist/store/store.spec.js.map +1 -0
  280. package/dist/tsconfig.tsbuildinfo +1 -1
  281. package/{jestconfig.unit.json → jestconfig.json} +1 -2
  282. package/package.json +24 -20
  283. package/src/adapter/adapter-aggregate.ts +31 -34
  284. package/src/adapter/adapter.ts +26 -49
  285. package/src/adapter/backtester/backtester-adapter.spec.ts +124 -0
  286. package/src/adapter/backtester/backtester-adapter.ts +30 -17
  287. package/src/adapter/backtester/backtester-cursor.spec.ts +18 -19
  288. package/src/adapter/backtester/backtester-cursor.ts +7 -7
  289. package/src/adapter/backtester/backtester-streamer.spec.ts +19 -19
  290. package/src/adapter/backtester/backtester-streamer.ts +50 -20
  291. package/src/adapter/error.ts +9 -0
  292. package/src/adapter/paper/engine/paper-engine.spec.ts +92 -0
  293. package/src/adapter/paper/engine/paper-engine.ts +135 -0
  294. package/src/adapter/paper/index.ts +1 -2
  295. package/src/adapter/paper/paper-adapter.spec.ts +55 -17
  296. package/src/adapter/paper/paper-adapter.ts +27 -24
  297. package/src/bootstrap.ts +57 -21
  298. package/src/cli/build.ts +15 -0
  299. package/src/cli/dev.ts +18 -0
  300. package/src/cli/index.ts +81 -0
  301. package/src/cli/internal/workspace.ts +18 -0
  302. package/src/cli/pull.ts +71 -0
  303. package/src/cli/run.ts +22 -0
  304. package/src/cli/test.ts +53 -0
  305. package/src/domain/asset.spec.ts +33 -29
  306. package/src/domain/asset.ts +27 -21
  307. package/src/domain/balance.operator.spec.ts +25 -0
  308. package/src/domain/balance.operator.ts +15 -0
  309. package/src/domain/balance.spec.ts +97 -9
  310. package/src/domain/balance.ts +48 -41
  311. package/src/domain/candle.operator.spec.ts +125 -0
  312. package/src/domain/candle.operator.ts +106 -0
  313. package/src/domain/candle.spec.ts +12 -67
  314. package/src/domain/candle.ts +2 -104
  315. package/src/domain/commission.spec.ts +33 -0
  316. package/src/domain/commission.ts +2 -2
  317. package/src/domain/component.ts +2 -0
  318. package/src/domain/error.ts +25 -0
  319. package/src/domain/index.ts +8 -1
  320. package/src/domain/instrument.operator.spec.ts +28 -0
  321. package/src/domain/instrument.operator.ts +25 -0
  322. package/src/domain/instrument.spec.ts +22 -30
  323. package/src/domain/instrument.ts +21 -11
  324. package/src/domain/order.operator.spec.ts +81 -0
  325. package/src/domain/order.operator.ts +23 -0
  326. package/src/domain/order.spec.ts +43 -0
  327. package/src/domain/order.ts +46 -47
  328. package/src/domain/orderbook.operator.spec.ts +28 -0
  329. package/src/domain/orderbook.operator.ts +15 -0
  330. package/src/domain/orderbook.spec.ts +17 -0
  331. package/src/domain/orderbook.ts +5 -1
  332. package/src/domain/position.operator.spec.ts +58 -0
  333. package/src/domain/position.operator.ts +61 -0
  334. package/src/domain/position.spec.ts +28 -24
  335. package/src/domain/position.ts +17 -47
  336. package/src/domain/session.spec.ts +1 -1
  337. package/src/domain/session.ts +57 -197
  338. package/src/domain/trade.operator.spec.ts +31 -0
  339. package/src/domain/trade.operator.ts +15 -0
  340. package/src/domain/trade.spec.ts +17 -0
  341. package/src/domain/trade.ts +6 -2
  342. package/src/index.ts +0 -1
  343. package/src/indicator/atr.ts +1 -0
  344. package/src/indicator/cross.spec.ts +3 -2
  345. package/src/indicator/donchian.ts +1 -0
  346. package/src/indicator/ema.spec.ts +2 -1
  347. package/src/indicator/ema.ts +1 -0
  348. package/src/indicator/envelope.ts +1 -0
  349. package/src/indicator/macd.ts +1 -0
  350. package/src/indicator/min-max.ts +1 -0
  351. package/src/indicator/rma.ts +1 -0
  352. package/src/indicator/sma.spec.ts +2 -1
  353. package/src/indicator/sma.ts +1 -0
  354. package/src/indicator/swma.ts +1 -0
  355. package/src/indicator/tma.spec.ts +2 -1
  356. package/src/indicator/tma.ts +1 -0
  357. package/src/indicator/trailing.spec.ts +3 -2
  358. package/src/indicator/truerange.spec.ts +2 -1
  359. package/src/indicator/truerange.ts +1 -0
  360. package/src/indicator/window.ts +1 -0
  361. package/src/indicator/wma.spec.ts +2 -1
  362. package/src/indicator/wma.ts +1 -0
  363. package/src/shared/collections.ts +35 -0
  364. package/src/shared/datetime.ts +0 -12
  365. package/src/shared/decimals.spec.ts +2 -1
  366. package/src/shared/decimals.ts +6 -6
  367. package/src/shared/index.ts +1 -3
  368. package/src/shared/io.ts +0 -2
  369. package/src/shared/policy.ts +0 -13
  370. package/src/storage/cache.spec.ts +18 -0
  371. package/src/storage/cache.ts +35 -0
  372. package/src/storage/feed.ts +26 -16
  373. package/src/storage/index.ts +1 -0
  374. package/src/storage/storage.ts +11 -0
  375. package/src/store/index.ts +8 -2
  376. package/src/store/{event/store-balance.event.spec.ts → store-balance.event.spec.ts} +7 -7
  377. package/src/store/store-balance.event.ts +124 -0
  378. package/src/store/store-instrument.event.spec.ts +25 -0
  379. package/src/store/store-instrument.event.ts +72 -0
  380. package/src/store/store-order.event.spec.ts +28 -0
  381. package/src/store/store-order.event.ts +214 -0
  382. package/src/store/store-orderbook.event.ts +54 -0
  383. package/src/store/store-position.event.ts +102 -0
  384. package/src/store/store-state.ts +48 -0
  385. package/src/store/{event/store-trade.event.spec.ts → store-trade.event.spec.ts} +15 -15
  386. package/src/store/store-trade.event.ts +36 -0
  387. package/src/store/store.event.ts +8 -0
  388. package/src/store/store.spec.ts +180 -0
  389. package/src/store/store.ts +11 -208
  390. package/tsconfig.json +2 -2
  391. package/dist/adapter/paper/simulator/paper-margin-simulator.d.ts +0 -10
  392. package/dist/adapter/paper/simulator/paper-margin-simulator.js +0 -69
  393. package/dist/adapter/paper/simulator/paper-margin-simulator.js.map +0 -1
  394. package/dist/adapter/paper/simulator/paper-simulator.d.ts +0 -16
  395. package/dist/adapter/paper/simulator/paper-simulator.js +0 -93
  396. package/dist/adapter/paper/simulator/paper-simulator.js.map +0 -1
  397. package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts +0 -13
  398. package/dist/adapter/paper/simulator/paper-spot-simulator.js +0 -81
  399. package/dist/adapter/paper/simulator/paper-spot-simulator.js.map +0 -1
  400. package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js +0 -49
  401. package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js.map +0 -1
  402. package/dist/domain/statement.d.ts +0 -4
  403. package/dist/domain/statement.js +0 -87
  404. package/dist/domain/statement.js.map +0 -1
  405. package/dist/ipc.d.ts +0 -33
  406. package/dist/ipc.js +0 -244
  407. package/dist/ipc.js.map +0 -1
  408. package/dist/ipc.spec.js +0 -57
  409. package/dist/ipc.spec.js.map +0 -1
  410. package/dist/shared/policy.spec.js +0 -26
  411. package/dist/shared/policy.spec.js.map +0 -1
  412. package/dist/shared/task.d.ts +0 -6
  413. package/dist/shared/task.js +0 -25
  414. package/dist/shared/task.js.map +0 -1
  415. package/dist/shared/topic.d.ts +0 -14
  416. package/dist/shared/topic.js +0 -40
  417. package/dist/shared/topic.js.map +0 -1
  418. package/dist/shared/topic.spec.js +0 -43
  419. package/dist/shared/topic.spec.js.map +0 -1
  420. package/dist/shared/worker.d.ts +0 -10
  421. package/dist/shared/worker.js +0 -46
  422. package/dist/shared/worker.js.map +0 -1
  423. package/dist/shared/worker.spec.js +0 -18
  424. package/dist/shared/worker.spec.js.map +0 -1
  425. package/dist/store/event/index.d.ts +0 -8
  426. package/dist/store/event/index.js +0 -21
  427. package/dist/store/event/index.js.map +0 -1
  428. package/dist/store/event/store-balance.event.d.ts +0 -37
  429. package/dist/store/event/store-balance.event.js +0 -119
  430. package/dist/store/event/store-balance.event.js.map +0 -1
  431. package/dist/store/event/store-balance.event.spec.js.map +0 -1
  432. package/dist/store/event/store-candle.event.d.ts +0 -18
  433. package/dist/store/event/store-candle.event.js +0 -63
  434. package/dist/store/event/store-candle.event.js.map +0 -1
  435. package/dist/store/event/store-candle.event.spec.js +0 -23
  436. package/dist/store/event/store-candle.event.spec.js.map +0 -1
  437. package/dist/store/event/store-instrument.event.js +0 -78
  438. package/dist/store/event/store-instrument.event.js.map +0 -1
  439. package/dist/store/event/store-instrument.event.spec.js +0 -21
  440. package/dist/store/event/store-instrument.event.spec.js.map +0 -1
  441. package/dist/store/event/store-order.event.d.ts +0 -61
  442. package/dist/store/event/store-order.event.js +0 -205
  443. package/dist/store/event/store-order.event.js.map +0 -1
  444. package/dist/store/event/store-order.event.spec.js.map +0 -1
  445. package/dist/store/event/store-orderbook.event.js +0 -65
  446. package/dist/store/event/store-orderbook.event.js.map +0 -1
  447. package/dist/store/event/store-position.event.js +0 -97
  448. package/dist/store/event/store-position.event.js.map +0 -1
  449. package/dist/store/event/store-trade.event.js +0 -47
  450. package/dist/store/event/store-trade.event.js.map +0 -1
  451. package/dist/store/event/store-trade.event.spec.js.map +0 -1
  452. package/dist/store/event/store.event.d.ts +0 -5
  453. package/dist/store/event/store.event.js.map +0 -1
  454. package/dist/store/store.state.d.ts +0 -21
  455. package/dist/store/store.state.js +0 -21
  456. package/dist/store/store.state.js.map +0 -1
  457. package/dist/tests/backtester-adapter.spec.js +0 -60
  458. package/dist/tests/backtester-adapter.spec.js.map +0 -1
  459. package/dist/tests/session.spec.d.ts +0 -0
  460. package/dist/tests/session.spec.js +0 -1
  461. package/dist/tests/session.spec.js.map +0 -1
  462. package/jestconfig.integration.json +0 -12
  463. package/src/adapter/paper/simulator/paper-margin-simulator.ts +0 -108
  464. package/src/adapter/paper/simulator/paper-simulator.ts +0 -120
  465. package/src/adapter/paper/simulator/paper-spot-simulator.spec.ts +0 -87
  466. package/src/adapter/paper/simulator/paper-spot-simulator.ts +0 -134
  467. package/src/domain/statement.ts +0 -118
  468. package/src/ipc.spec.ts +0 -73
  469. package/src/ipc.ts +0 -321
  470. package/src/shared/policy.spec.ts +0 -29
  471. package/src/shared/task.ts +0 -30
  472. package/src/shared/topic.spec.ts +0 -34
  473. package/src/shared/topic.ts +0 -43
  474. package/src/shared/worker.spec.ts +0 -25
  475. package/src/shared/worker.ts +0 -55
  476. package/src/store/event/index.ts +0 -8
  477. package/src/store/event/store-balance.event.ts +0 -161
  478. package/src/store/event/store-candle.event.spec.ts +0 -30
  479. package/src/store/event/store-candle.event.ts +0 -71
  480. package/src/store/event/store-instrument.event.spec.ts +0 -25
  481. package/src/store/event/store-instrument.event.ts +0 -84
  482. package/src/store/event/store-order.event.spec.ts +0 -28
  483. package/src/store/event/store-order.event.ts +0 -218
  484. package/src/store/event/store-orderbook.event.ts +0 -70
  485. package/src/store/event/store-position.event.ts +0 -109
  486. package/src/store/event/store-trade.event.ts +0 -52
  487. package/src/store/event/store.event.ts +0 -6
  488. package/src/store/store.state.ts +0 -43
  489. package/src/tests/backtester-adapter.spec.ts +0 -87
  490. package/src/tests/session.spec.ts +0 -121
@@ -0,0 +1,48 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const rxjs_1 = require("rxjs");
4
+ const store_1 = require("../store");
5
+ const asset_1 = require("./asset");
6
+ const balance_1 = require("./balance");
7
+ const instrument_1 = require("./instrument");
8
+ const position_1 = require("./position");
9
+ const position_operator_1 = require("./position.operator");
10
+ const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
11
+ describe('position', () => {
12
+ test('should pipe a position', done => {
13
+ new rxjs_1.BehaviorSubject(new position_1.Position('1', instrument, 'CROSS', 10, 2, 3))
14
+ .pipe((0, position_operator_1.position)(instrument))
15
+ .subscribe({
16
+ next: it => {
17
+ expect(it.id).toEqual('1');
18
+ done();
19
+ }
20
+ });
21
+ });
22
+ test('should skip a pipe', done => {
23
+ new rxjs_1.BehaviorSubject(instrument).pipe((0, position_operator_1.position)(instrument)).subscribe({
24
+ next: () => fail(),
25
+ complete: done()
26
+ });
27
+ });
28
+ });
29
+ describe('positions', () => {
30
+ const state = new store_1.State();
31
+ const balance = new balance_1.Balance(instrument.quote);
32
+ const position1 = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
33
+ const position2 = new position_1.Position('2', instrument, 'CROSS', 20, 2, 3);
34
+ beforeEach(() => {
35
+ state.balance.upsert(balance);
36
+ balance.position['1'] = position1;
37
+ balance.position['2'] = position2;
38
+ });
39
+ test('should pipe an array of positions on subscription start', done => {
40
+ new rxjs_1.Subject().pipe((0, position_operator_1.positions)(instrument, state)).subscribe({
41
+ next: it => {
42
+ expect(it.length).toEqual(2);
43
+ done();
44
+ }
45
+ });
46
+ });
47
+ });
48
+ //# sourceMappingURL=position.operator.spec.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"position.operator.spec.js","sourceRoot":"","sources":["../../src/domain/position.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAAqD;AAErD,oCAAiC;AACjC,mCAAgC;AAChC,uCAAoC;AAEpC,6CAA0C;AAC1C,yCAAsC;AACtC,2DAA0D;AAE1D,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;AAEF,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,IAAI,CAAC,wBAAwB,EAAE,IAAI,CAAC,EAAE;QACpC,IAAI,sBAAe,CAAY,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAC7E,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC;aAC1B,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,IAAI,CAAC,EAAE;QAChC,IAAI,sBAAe,CAAY,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC,CAAC,SAAS,CAAC;YAC9E,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAC1B,MAAM,OAAO,GAAG,IAAI,iBAAO,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;IAC9C,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IACnE,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IAEnE,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAE9B,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;QAClC,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yDAAyD,EAAE,IAAI,CAAC,EAAE;QACrE,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YACpE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -3,24 +3,28 @@ Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const asset_1 = require("./asset");
4
4
  const instrument_1 = require("./instrument");
5
5
  const position_1 = require("./position");
6
- const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
7
- describe('position tests', () => {
8
- test('should instantiate proper position', () => {
9
- const sut = new position_1.Position('123', instrument);
10
- sut.size = 5;
11
- sut.averageExecutionRate = 20;
12
- sut.leverage = 20;
13
- expect(sut.margin).toEqual(5);
14
- expect(sut.estimatedUnrealizedPnL).toEqual(0);
6
+ describe('Position', () => {
7
+ const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
8
+ test('should construct a position', () => {
9
+ const sut = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
10
+ expect(sut.id).toEqual('1');
11
+ expect(sut.mode).toEqual('CROSS');
12
+ expect(sut.averageExecutionRate).toEqual(10);
13
+ expect(sut.size).toEqual(2);
14
+ expect(sut.leverage).toEqual(3);
15
+ expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
16
+ expect(sut.id).toEqual('1');
15
17
  });
16
- test('should calculate unrealized pnl', () => {
17
- const sut = new position_1.Position('123', instrument);
18
- sut.size = -5;
19
- sut.averageExecutionRate = 20;
20
- sut.leverage = 20;
21
- sut.calculatePnL(10);
22
- expect(sut.margin).toEqual(5);
23
- expect(sut.estimatedUnrealizedPnL).toEqual(50);
18
+ test('should calculate correct margin', () => {
19
+ const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
20
+ expect(sut.margin).toEqual(0.5155);
21
+ expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
22
+ });
23
+ test('should calculate correct unrealized pnl', () => {
24
+ const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
25
+ const pnl = sut.calculateEstimatedUnrealizedPnL(2576.44);
26
+ expect(pnl).toEqual(0.2652);
27
+ expect(sut.estimatedUnrealizedPnL).toEqual(0.2652);
24
28
  });
25
29
  });
26
30
  //# sourceMappingURL=position.spec.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"position.spec.js","sourceRoot":"","sources":["../../src/domain/position.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,yCAAsC;AAEtC,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;AAEF,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC9C,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC;QAE5C,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC;QACb,GAAG,CAAC,oBAAoB,GAAG,EAAE,CAAC;QAC9B,GAAG,CAAC,QAAQ,GAAG,EAAE,CAAC;QAElB,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC;QAE5C,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;QACd,GAAG,CAAC,oBAAoB,GAAG,EAAE,CAAC;QAC9B,GAAG,CAAC,QAAQ,GAAG,EAAE,CAAC;QAElB,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC;QAErB,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;IACjD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"position.spec.js","sourceRoot":"","sources":["../../src/domain/position.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,yCAAsC;AAEtC,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,GAAG,EAAE;QACvC,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAE7D,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACtD,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IAC9B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC;QAEvE,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QACnC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACxD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yCAAyC,EAAE,GAAG,EAAE;QACnD,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC;QAEvE,MAAM,GAAG,GAAG,GAAG,CAAC,+BAA+B,CAAC,OAAO,CAAC,CAAC;QAEzD,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;IACrD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,20 +1,14 @@
1
1
  import { Observable } from 'rxjs';
2
- import { Adapter, BacktesterOptions, PaperOptions } from '../adapter';
2
+ import { AdapterFactory, BacktesterOptions, PaperOptions } from '../adapter';
3
3
  import { AdapterAggregate } from '../adapter/adapter-aggregate';
4
- import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Orderbook, OrderState, Position } from '../domain';
5
- import { Trade } from '../domain/trade';
6
- import { Feed, Measurement } from '../storage';
4
+ import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Orderbook, Position, Trade } from '../domain';
5
+ import { StorageFactory } from '../storage';
7
6
  import { Store } from '../store';
8
- declare type Optional<T, K extends keyof T> = Omit<T, K> & Partial<T>;
9
7
  export interface SessionDescriptor {
10
8
  id?: number;
11
- adapter: Adapter[];
12
- feed?: Feed;
13
- measurement?: Measurement;
14
- options?: {
15
- backtester?: BacktesterOptions;
16
- paper?: PaperOptions;
17
- };
9
+ adapter: AdapterFactory[];
10
+ storage?: StorageFactory;
11
+ simulation?: PaperOptions & BacktesterOptions;
18
12
  }
19
13
  export declare class Session {
20
14
  readonly store: Store;
@@ -22,32 +16,21 @@ export declare class Session {
22
16
  readonly descriptor?: SessionDescriptor;
23
17
  private initialized;
24
18
  private subscription;
25
- private worker;
26
19
  get timestamp(): number;
27
- readonly statement: Record<string, Record<string, any>>;
28
20
  constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
29
21
  awake(describe: (session: Session) => Observable<any>): Promise<void>;
30
22
  dispose(): Promise<void>;
31
- useStatement(section: string): Record<string, any>;
32
- useMeasure<T extends {
33
- timestamp: number;
34
- }>(params: {
35
- kind: string;
36
- timestamp?: number;
37
- }, defaultValue?: T): [Observable<T>, (value: Optional<T, 'timestamp'>) => void];
38
- useOptimizer(path: string): any;
39
23
  subscribe(instrument: Array<InstrumentSelector>): Promise<void>;
40
- open(order: Order): Observable<Order>;
41
- cancel(order: Order): Observable<Order>;
42
- instrument(selector: InstrumentSelector): Observable<Instrument>;
43
- instruments(): Observable<Instrument[]>;
44
- trade(selector: InstrumentSelector): Observable<Trade>;
45
- orderbook(selector: InstrumentSelector): Observable<Orderbook>;
46
- position(selector: InstrumentSelector): Observable<Position>;
47
- positions(selector: InstrumentSelector): Observable<Position[]>;
48
- order(selector: InstrumentSelector): Observable<Order>;
49
- orders(selector: InstrumentSelector, states?: OrderState[]): Observable<Order[]>;
50
- balance(selector: AssetSelector): Observable<Balance>;
51
- history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Candle>;
24
+ open(order: Order): Observable<Readonly<Order>>;
25
+ cancel(order: Order): Observable<Readonly<Order>>;
26
+ instrument(selector: InstrumentSelector): Observable<Readonly<Instrument>>;
27
+ instruments(): Observable<Readonly<Instrument[]>>;
28
+ balance(selector: AssetSelector): Observable<Readonly<Balance>>;
29
+ trade(selector: InstrumentSelector): Observable<Readonly<Trade>>;
30
+ orderbook(selector: InstrumentSelector): Observable<Readonly<Orderbook>>;
31
+ position(selector: InstrumentSelector): Observable<Readonly<Position>>;
32
+ positions(selector: InstrumentSelector): Observable<Readonly<Position[]>>;
33
+ order(selector: InstrumentSelector): Observable<Readonly<Order>>;
34
+ orders(selector: InstrumentSelector): Observable<Readonly<Order[]>>;
35
+ history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Readonly<Candle>>;
52
36
  }
53
- export {};
@@ -3,16 +3,19 @@ Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.Session = void 0;
4
4
  const rxjs_1 = require("rxjs");
5
5
  const domain_1 = require("../domain");
6
- const trade_1 = require("../domain/trade");
7
6
  const shared_1 = require("../shared");
7
+ const balance_operator_1 = require("./balance.operator");
8
+ const instrument_operator_1 = require("./instrument.operator");
9
+ const order_operator_1 = require("./order.operator");
10
+ const orderbook_operator_1 = require("./orderbook.operator");
11
+ const position_operator_1 = require("./position.operator");
12
+ const trade_operator_1 = require("./trade.operator");
8
13
  class Session {
9
14
  constructor(store, aggregate, descriptor) {
10
15
  this.store = store;
11
16
  this.aggregate = aggregate;
12
17
  this.descriptor = descriptor;
13
18
  this.initialized = false;
14
- this.worker = new shared_1.Worker();
15
- this.statement = {};
16
19
  if (descriptor && !descriptor.id) {
17
20
  descriptor.id = (0, shared_1.now)();
18
21
  }
@@ -27,97 +30,68 @@ class Session {
27
30
  this.initialized = true;
28
31
  await this.aggregate.awake();
29
32
  if (describe) {
30
- this.subscription = describe(this).subscribe();
33
+ this.subscription = describe(this)
34
+ .pipe((0, rxjs_1.finalize)(() => this.dispose()))
35
+ .subscribe();
31
36
  }
32
37
  }
33
38
  async dispose() {
34
39
  if (!this.initialized) {
35
40
  return;
36
41
  }
37
- this.store.dispose();
38
42
  if (this.subscription) {
39
43
  this.subscription.unsubscribe();
44
+ this.subscription = undefined;
40
45
  }
46
+ this.store.dispose();
41
47
  await this.aggregate.dispose();
42
- await this.worker.wait();
43
- }
44
- useStatement(section) {
45
- var _a;
46
- return (_a = this.statement[section]) !== null && _a !== void 0 ? _a : (this.statement[section] = {});
47
- }
48
- useMeasure(params, defaultValue = undefined) {
49
- var _a;
50
- const stored$ = (0, rxjs_1.from)(this.descriptor.measurement.query(this.descriptor.id, {
51
- to: (_a = params.timestamp) !== null && _a !== void 0 ? _a : this.timestamp,
52
- kind: params.kind,
53
- count: 1
54
- })).pipe((0, rxjs_1.map)(it => it.length ? Object.assign({ timestamp: it[0].timestamp }, it[0].payload) : defaultValue), (0, rxjs_1.share)());
55
- const subject$ = new rxjs_1.Subject();
56
- const setter = (value) => {
57
- var _a;
58
- const timestamp = (_a = value.timestamp) !== null && _a !== void 0 ? _a : this.timestamp;
59
- const measure = { timestamp, kind: params.kind, payload: value };
60
- this.worker.enqueue(() => this.descriptor.measurement.save(this.descriptor.id, [measure]));
61
- subject$.next(Object.assign(Object.assign({}, value), { timestamp }));
62
- };
63
- return [(0, rxjs_1.concat)(stored$, subject$.asObservable()), setter];
64
- }
65
- useOptimizer(path) {
66
- return undefined;
48
+ this.initialized = false;
67
49
  }
68
50
  subscribe(instrument) {
69
51
  return this.aggregate.subscribe(instrument);
70
52
  }
71
53
  open(order) {
72
- const subject = new rxjs_1.Subject();
73
- this.aggregate.open(order).catch(subject.error);
74
- return (0, rxjs_1.merge)(subject.asObservable(), this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == order.id)));
54
+ return (0, rxjs_1.from)(this.aggregate.open(order)).pipe((0, rxjs_1.switchMap)(() => this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == order.id))));
75
55
  }
76
56
  cancel(order) {
77
- return (0, rxjs_1.defer)(() => (0, rxjs_1.from)(this.aggregate.cancel(order))).pipe((0, rxjs_1.switchMap)(it => this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && order.id == it.id))), (0, rxjs_1.map)(it => it));
57
+ return (0, rxjs_1.defer)(() => (0, rxjs_1.from)(this.aggregate.cancel(order))).pipe((0, rxjs_1.switchMap)(() => this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && order.id == it.id))), (0, rxjs_1.map)(it => it));
78
58
  }
79
59
  instrument(selector) {
80
60
  this.subscribe([selector]);
81
- return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
61
+ return this.store.changes$.pipe((0, instrument_operator_1.instrument)(selector, this.store.snapshot));
82
62
  }
83
63
  instruments() {
84
- return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Instrument), (0, rxjs_1.map)(() => Object.values(this.store.snapshot.universe.instrument)), (0, rxjs_1.startWith)(Object.values(this.store.snapshot.universe.instrument)), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
64
+ return this.store.changes$.pipe((0, instrument_operator_1.instruments)(this.store.snapshot));
65
+ }
66
+ balance(selector) {
67
+ return this.store.changes$.pipe((0, balance_operator_1.balance)(selector, this.store.snapshot));
85
68
  }
86
69
  trade(selector) {
87
70
  this.subscribe([selector]);
88
- return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof trade_1.Trade && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
71
+ return this.store.changes$.pipe((0, trade_operator_1.trade)(selector, this.store.snapshot));
89
72
  }
90
73
  orderbook(selector) {
91
74
  this.subscribe([selector]);
92
- return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Orderbook && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
75
+ return this.store.changes$.pipe((0, orderbook_operator_1.orderbook)(selector, this.store.snapshot));
93
76
  }
94
77
  position(selector) {
95
78
  this.subscribe([selector]);
96
- return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Position && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
79
+ return this.store.changes$.pipe((0, position_operator_1.position)(selector));
97
80
  }
98
81
  positions(selector) {
99
82
  this.subscribe([selector]);
100
- return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Position && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(() => Object.values(this.store.snapshot.balance[selector.quote.toString()].position).filter(it => it.instrument.toString() == selector.toString())), (0, rxjs_1.startWith)([]));
83
+ return this.store.changes$.pipe((0, position_operator_1.positions)(selector, this.store.snapshot));
101
84
  }
102
85
  order(selector) {
103
86
  this.subscribe([selector]);
104
- return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
87
+ return this.store.changes$.pipe((0, order_operator_1.order)(selector));
105
88
  }
106
- orders(selector, states) {
89
+ orders(selector) {
107
90
  this.subscribe([selector]);
108
- return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order &&
109
- it.instrument.toString() == selector.toString() &&
110
- (!states || states.includes(it.state))), (0, rxjs_1.map)(() => this.store.snapshot.order), (0, rxjs_1.startWith)(this.store.snapshot.order), (0, rxjs_1.map)(it => Object.values(it)
111
- .filter(it => it.instrument.toString() == selector.toString() &&
112
- (states ? states.includes(it.state) : true))
113
- .sort((lhs, rhs) => rhs.createdAt - lhs.createdAt)));
114
- }
115
- balance(selector) {
116
- return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.balance[selector.toString()]), (0, rxjs_1.filter)(it => it instanceof domain_1.Balance &&
117
- (!selector || it.asset.toString() == selector.toString())), (0, rxjs_1.map)(it => it));
91
+ return this.store.changes$.pipe((0, order_operator_1.orders)(selector, this.store.snapshot));
118
92
  }
119
93
  history(selector, timeframe, length) {
120
- return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, rxjs_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history({ instrument: selector, timeframe, length }))), (0, rxjs_1.take)(1), (0, rxjs_1.shareReplay)(), (0, rxjs_1.mergeMap)(it => it));
94
+ return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.id == selector.id), (0, rxjs_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history({ instrument: selector, timeframe, length }))), (0, rxjs_1.take)(1), (0, rxjs_1.shareReplay)(), (0, rxjs_1.mergeMap)(it => it));
121
95
  }
122
96
  }
123
97
  exports.Session = Session;
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAac;AAId,sCAUmB;AACnB,sCAAgC;AAGhC,yDAA6C;AAC7C,+DAAgE;AAChE,qDAAiD;AACjD,6DAAiD;AACjD,2DAA0D;AAC1D,qDAAyC;AAgCzC,MAAa,OAAO;IAQlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAVjC,gBAAW,GAAG,KAAK,CAAC;QAa1B,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAbD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAaD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CACpF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,gCAAU,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7E,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,iCAAW,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACpE,CAAC;IAKD,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC1E,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACxE,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,QAAQ,CAAC,CAAC,CAAC;IACtD,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,CAAC,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,QAA4B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACnE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,CAAC,CAAC,CAC1E,EACD,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA9KD,0BA8KC"}
@@ -4,7 +4,7 @@ const bootstrap_1 = require("../bootstrap");
4
4
  const domain_1 = require("../domain");
5
5
  const shared_1 = require("../shared");
6
6
  const store_1 = require("../store");
7
- describe('session tests', () => {
7
+ describe('Session', () => {
8
8
  const descriptor = {
9
9
  id: (0, shared_1.now)(),
10
10
  adapter: []
@@ -1 +1 @@
1
- {"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAgC;AAChC,oCAAgD;AAGhD,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAgC;AAChC,oCAAgD;AAGhD,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,8 +1,10 @@
1
- import { Instrument } from '.';
2
1
  import { timestamp } from '../shared';
2
+ import { Instrument } from '.';
3
3
  import { Component } from './component';
4
4
  export declare class Trade implements Component {
5
5
  readonly instrument: Instrument;
6
+ id: string;
7
+ kind: string;
6
8
  timestamp: timestamp;
7
9
  rate: number;
8
10
  quantity: number;
@@ -4,6 +4,8 @@ exports.Trade = void 0;
4
4
  class Trade {
5
5
  constructor(instrument) {
6
6
  this.instrument = instrument;
7
+ this.kind = 'trade';
8
+ this.id = instrument.id;
7
9
  }
8
10
  toString() {
9
11
  return this.instrument.toString();
@@ -1 +1 @@
1
- {"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAKhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;IAAG,CAAC;IAEtD,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAVD,sBAUC"}
1
+ {"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAOhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QALlD,SAAI,GAAG,OAAO,CAAC;QAMb,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAdD,sBAcC"}
@@ -0,0 +1,6 @@
1
+ import { Observable } from 'rxjs';
2
+ import { State } from '../store';
3
+ import { Component } from './component';
4
+ import { InstrumentSelector } from './instrument';
5
+ import { Trade } from './trade';
6
+ export declare function trade(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Trade>;
@@ -0,0 +1,10 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.trade = void 0;
4
+ const rxjs_1 = require("rxjs");
5
+ const trade_1 = require("./trade");
6
+ function trade(selector, state) {
7
+ return (source$) => source$.pipe((0, rxjs_1.startWith)(state.trade.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof trade_1.Trade && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
8
+ }
9
+ exports.trade = trade;
10
+ //# sourceMappingURL=trade.operator.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"trade.operator.js","sourceRoot":"","sources":["../../src/domain/trade.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,mCAAgC;AAEhC,SAAgB,KAAK,CAAC,QAA4B,EAAE,KAAY;IAC9D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACvC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,aAAK,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACpE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;AACN,CAAC;AAPD,sBAOC"}
@@ -0,0 +1 @@
1
+ export {};
@@ -0,0 +1,24 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const rxjs_1 = require("rxjs");
4
+ const store_1 = require("../store");
5
+ const asset_1 = require("./asset");
6
+ const instrument_1 = require("./instrument");
7
+ const trade_1 = require("./trade");
8
+ const trade_operator_1 = require("./trade.operator");
9
+ describe('trade', () => {
10
+ const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
11
+ const state = new store_1.State();
12
+ beforeEach(() => {
13
+ state.trade.upsert(new trade_1.Trade(instrument));
14
+ });
15
+ test('should pipe an orderbook on subscription', done => {
16
+ new rxjs_1.Subject().pipe((0, trade_operator_1.trade)(instrument, state)).subscribe({
17
+ next: it => {
18
+ expect(it.id).toEqual(instrument.id);
19
+ done();
20
+ }
21
+ });
22
+ });
23
+ });
24
+ //# sourceMappingURL=trade.operator.spec.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"trade.operator.spec.js","sourceRoot":"","sources":["../../src/domain/trade.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAA0C;AAC1C,mCAAgC;AAChC,qDAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YAChE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -0,0 +1 @@
1
+ export {};
@@ -0,0 +1,13 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const asset_1 = require("./asset");
4
+ const instrument_1 = require("./instrument");
5
+ const trade_1 = require("./trade");
6
+ describe('Trade', () => {
7
+ const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
8
+ test('should construct an empty trade', () => {
9
+ const sut = new trade_1.Trade(instrument);
10
+ expect(sut.id).toEqual(instrument.id);
11
+ });
12
+ });
13
+ //# sourceMappingURL=trade.spec.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"trade.spec.js","sourceRoot":"","sources":["../../src/domain/trade.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,mCAAgC;AAEhC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC;QAElC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
package/dist/index.d.ts CHANGED
@@ -2,7 +2,6 @@ export * from './adapter';
2
2
  export * from './bootstrap';
3
3
  export * from './domain';
4
4
  export * from './indicator';
5
- export * from './ipc';
6
5
  export * from './shared';
7
6
  export * from './storage';
8
7
  export * from './store';
package/dist/index.js CHANGED
@@ -1,7 +1,11 @@
1
1
  "use strict";
2
2
  var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
3
  if (k2 === undefined) k2 = k;
4
- Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
4
+ var desc = Object.getOwnPropertyDescriptor(m, k);
5
+ if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
+ desc = { enumerable: true, get: function() { return m[k]; } };
7
+ }
8
+ Object.defineProperty(o, k2, desc);
5
9
  }) : (function(o, m, k, k2) {
6
10
  if (k2 === undefined) k2 = k;
7
11
  o[k2] = m[k];
@@ -14,7 +18,6 @@ __exportStar(require("./adapter"), exports);
14
18
  __exportStar(require("./bootstrap"), exports);
15
19
  __exportStar(require("./domain"), exports);
16
20
  __exportStar(require("./indicator"), exports);
17
- __exportStar(require("./ipc"), exports);
18
21
  __exportStar(require("./shared"), exports);
19
22
  __exportStar(require("./storage"), exports);
20
23
  __exportStar(require("./store"), exports);
package/dist/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,4CAA0B;AAC1B,8CAA4B;AAC5B,2CAAyB;AACzB,8CAA4B;AAC5B,wCAAsB;AACtB,2CAAyB;AACzB,4CAA0B;AAC1B,0CAAwB"}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAA0B;AAC1B,8CAA4B;AAC5B,2CAAyB;AACzB,8CAA4B;AAC5B,2CAAyB;AACzB,4CAA0B;AAC1B,0CAAwB"}
@@ -1 +1 @@
1
- {"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,+BAA4B;AAC5B,2CAAwC;AAExC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,EAAE,EAAE;YACxB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;YAE3C,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}
1
+ {"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,+BAA4B;AAC5B,2CAAwC;AAExC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,EAAE,EAAE;YACxB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;YAE3C,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}
@@ -2,7 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
4
  const cross_1 = require("./cross");
5
- describe('crossunder tests', () => {
5
+ describe('crossunder', () => {
6
6
  test('should crossunder uptrend once', done => {
7
7
  (0, rxjs_1.from)([1, 2, 3, 4, 5])
8
8
  .pipe((0, cross_1.crossunder)(() => 3, it => it))
@@ -50,7 +50,7 @@ describe('crossunder tests', () => {
50
50
  });
51
51
  });
52
52
  });
53
- describe('crossover tests', () => {
53
+ describe('crossover', () => {
54
54
  test('should crossover downtrend once', done => {
55
55
  (0, rxjs_1.from)([5, 4, 3, 2, 1])
56
56
  .pipe((0, cross_1.crossover)(() => 3, it => it))
@@ -1 +1 @@
1
- {"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAC5B,mCAAgD;AAEhD,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAChC,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,IAAI,CAAC,EAAE;QACxC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,iBAAiB,EAAE,GAAG,EAAE;IAC/B,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,IAAI,CAAC,EAAE;QAC9C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,mCAAgD;AAEhD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,IAAI,CAAC,EAAE;QACxC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,IAAI,CAAC,EAAE;QAC9C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1 +1 @@
1
- {"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAE9D,uCAAmC;AAEnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QASpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EACZ,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,EAC7C,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAC/C,EACD,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE;YACtB,MAAM,KAAK,GAMP,CAAC,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;YAEpD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}
1
+ {"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAG9D,uCAAmC;AAEnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QASpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EACZ,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,EAC7C,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAC/C,EACD,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE;YACtB,MAAM,KAAK,GAMP,CAAC,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;YAEpD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}
@@ -1 +1 @@
1
- {"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/indicator/ema.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAC9C,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;QACjC,IAAI,KAAK,GAAW,IAAI,CAAC;QAEzB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,GAAG,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;aAChD;YAED,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAEvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AArBD,kBAqBC"}
1
+ {"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/indicator/ema.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;QACjC,IAAI,KAAK,GAAW,IAAI,CAAC;QAEzB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,GAAG,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;aAChD;YAED,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAEvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AArBD,kBAqBC"}
@@ -2,7 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
4
  const ema_1 = require("./ema");
5
- describe('ema tests', () => {
5
+ describe('ema', () => {
6
6
  test('should return expected value', done => {
7
7
  let value;
8
8
  (0, rxjs_1.from)([
@@ -1 +1 @@
1
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